Nobex Radio Companion is pretty good for most major city's stations (both AM and FM). For me in Philadelphia, they carry ALL the stations including news, talk and sports.

I use the XM/Sirius app a lot also but that's a subscription of $2.99/mo. (Well worth it IMHO). Again, lots of sports, talk and news on there as well including ESPN, Fox sports, CNN, CNBC, Bloomberg, BBC, CNN Headline News and NPR.